i can say LED will have the best result, but ofcourse it takes more work and more risk. However, u can try to change the bulb condoms, but they will give you a poor result if you want a fire red color like the 2004 STIs.
But you can do the radio and the A/C side for the color, but it will a lot dimmer if you go with the condoms.
I will not recommend to change the color of Cluster, because those bulbs require more energy and gives more heat, you will feel something melt if you put condom on it.
1. For the radio and HVAC: you can use led or paint it red by some model paint, the thread is at the first page of the form. They teah you what paint to use and the result.
2. For the cluster side, you can only use LED or you may decide to change the whole cluster to 04 Sti, they give you the best best result, of course you pay for what you get, it almost corse you $500.
hope these help you.